Run wubi.exe without the CD in the computer and it will download a new one, or if you have the ISO you used to create the CD, run wubi.exe in the same directory as the ISO (also making sure the CD is removed).

If that ISO is also bad, then run wubi.exe with no ISO or CD present and it will download a new ISO.

I've had this issue too mate, now I think it has been fixed already but something else may could've caused it too.

Recently I was trying to install Ubuntu when I found out that a .py source, called "pyrun" actually needs access to your firewall, now.. Ubuntu installation via a CD does not request this, may causing parts to be missing and unable to use in the installation which causes it to fail..

Try to use the CD - Startup Helper Installer, which asks for firewall permission for pyrun. After I did that, the installation completed.

You can also try to delete/eject the mounted image (make sure to have wubi.exe extracted to the desktop) And then run Wubi.